Permian Basin Royalty Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.43% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9009 | 6.81 | |
| 0.0806 | 8.38 | |
| 0.8901 | 59.35 | |
| -0.0358 | -2.84 | |
| 0.0501 | 2.50 | |
| -0.0198 | -1.40 | |
| 0.0231 | 2.05 | |
| -0.0304 | -3.94 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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